Arguments

data

Data object

train.obj

Object returned by superpc.train

fit.red

Object returned by superpc.predict.red, applied to training set

fitred.cv

(Optional) object returned by superpc.predict.red.cv

num.features

Number of features to list. Default is all features.

component.number

Number of principal component (1,2, or 3) used to determine feature importance scores

Value

Returns matrix of features and their importance scores, in order
of decreasing absolute value of importance score. The importance score
is the correlation of the reduced predictor and the full supervised PC
predictor. It also lists the raw score- for survival data, this is the Cox score
for that feature; for regression, it is the standardized regression coefficient.
If fitred.cv is supplied, the function also reports
the average rank of the gene in the
cross-validation folds, and the proportion of times that the gene is chosen
(at the given threshold) in the cross-validation folds.